We have been doing it for many years successfully. It sounds as if your user-id implementation needs some attention. We chose to use the exchange logs for our user-id since everone has outlook open and the app is constantly checking in. So if a user moved from one office to another, the IP would update.
If you only want a certain AD group to have access to the internet, first create a policy that allows the traffic you want using the AD group as a condition of the policy, then create a policy right after that blocks the traffic. So if a user ID is not mapped, they would not have access.
Hope that makes sense.
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